Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,651.5 |
7,664.5 |
13.0 |
0.2% |
7,657.0 |
High |
7,705.5 |
7,710.0 |
4.5 |
0.1% |
7,705.5 |
Low |
7,635.0 |
7,641.5 |
6.5 |
0.1% |
7,611.0 |
Close |
7,684.5 |
7,689.0 |
4.5 |
0.1% |
7,684.5 |
Range |
70.5 |
68.5 |
-2.0 |
-2.8% |
94.5 |
ATR |
72.5 |
72.2 |
-0.3 |
-0.4% |
0.0 |
Volume |
84,372 |
87,186 |
2,814 |
3.3% |
408,036 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,885.5 |
7,856.0 |
7,726.5 |
|
R3 |
7,817.0 |
7,787.5 |
7,708.0 |
|
R2 |
7,748.5 |
7,748.5 |
7,701.5 |
|
R1 |
7,719.0 |
7,719.0 |
7,695.5 |
7,734.0 |
PP |
7,680.0 |
7,680.0 |
7,680.0 |
7,687.5 |
S1 |
7,650.5 |
7,650.5 |
7,682.5 |
7,665.0 |
S2 |
7,611.5 |
7,611.5 |
7,676.5 |
|
S3 |
7,543.0 |
7,582.0 |
7,670.0 |
|
S4 |
7,474.5 |
7,513.5 |
7,651.5 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,950.5 |
7,912.0 |
7,736.5 |
|
R3 |
7,856.0 |
7,817.5 |
7,710.5 |
|
R2 |
7,761.5 |
7,761.5 |
7,702.0 |
|
R1 |
7,723.0 |
7,723.0 |
7,693.0 |
7,742.0 |
PP |
7,667.0 |
7,667.0 |
7,667.0 |
7,676.5 |
S1 |
7,628.5 |
7,628.5 |
7,676.0 |
7,648.0 |
S2 |
7,572.5 |
7,572.5 |
7,667.0 |
|
S3 |
7,478.0 |
7,534.0 |
7,658.5 |
|
S4 |
7,383.5 |
7,439.5 |
7,632.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,710.0 |
7,617.0 |
93.0 |
1.2% |
60.0 |
0.8% |
77% |
True |
False |
83,864 |
10 |
7,710.0 |
7,394.0 |
316.0 |
4.1% |
74.0 |
1.0% |
93% |
True |
False |
90,063 |
20 |
7,710.0 |
7,223.0 |
487.0 |
6.3% |
77.0 |
1.0% |
96% |
True |
False |
89,113 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.3% |
70.0 |
0.9% |
96% |
True |
False |
96,046 |
60 |
7,814.0 |
7,223.0 |
591.0 |
7.7% |
62.5 |
0.8% |
79% |
False |
False |
64,403 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
53.0 |
0.7% |
65% |
False |
False |
48,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,001.0 |
2.618 |
7,889.5 |
1.618 |
7,821.0 |
1.000 |
7,778.5 |
0.618 |
7,752.5 |
HIGH |
7,710.0 |
0.618 |
7,684.0 |
0.500 |
7,676.0 |
0.382 |
7,667.5 |
LOW |
7,641.5 |
0.618 |
7,599.0 |
1.000 |
7,573.0 |
1.618 |
7,530.5 |
2.618 |
7,462.0 |
4.250 |
7,350.5 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,684.5 |
7,683.5 |
PP |
7,680.0 |
7,678.0 |
S1 |
7,676.0 |
7,672.5 |
|